lp.py
The small LP of section 8.3
# The small LP of section 8.3.
from cvxopt.base import matrix
from cvxopt import solvers
c = matrix([-4., -5.])
G = matrix([[2., 1., -1., 0.], [1., 2., 0., -1.]])
h = matrix([3., 3., 0., 0.])
sol = solvers.lp(c, G, h)
print "\nx = \n\n", sol['x']
